I am trying to add the xml code to the sidebar of my site. I am using Wordpress and going through the editor for the primary sidebar - the code there is php. If I add the xml code I get a syntex error.
Right now I am using rssinclude (free trial) and you can get the code in php and it works (http://www.bestsellersworld.com) on the right you will see a feed from Amazon. I already have Feedforall and don't want to pay for another program but how do I get this to work on my site?

Since a Feed is RSS 2.0 formatted XML content, it depends on Wordpress. If Wordpress has a mechanism for displaying that XML content on a side bar through their site builder, you should be able to copy and paste the code from FFA's XML source (Under the Menu View - XML Source) in to it.

If the side bar is HTML, however, you'll need to translate the RSS Formatted XML content in to browser viewable HTML content by using our rss2html.php script or something similar, then feeding the output from that script in to the sidebar.